Coordinate search algorithms in multilevel optimization

Direct Search algorithms are classical derivative-free methods for optimization. Though endowed with solid theoretical properties, they are not well suited for large-scale problems due to slow convergence and scaling issues. In this paper, we discuss ...

Many large nonlinear optimization problems are based upon a hierarchy of models, corresponding to levels of discretization or detail in the problem. Optimization-based multilevel methods-that is, multilevel methods based on solving coarser versions of ...

Inspired by a method by Jones et al. (1993), we present a global optimization algorithm based on multilevel coordinate search. It is guaranteed to converge if the function is continuous in the neighborhood of a global minimizer. By starting a local ...